Session 4.2 - presentation - Tarik Roukny - Compressing over-the-counter markets.pdf
EBA Policy Research Workshop presentation by Tarik Roukny and Marco D’Errico analysing compression techniques to reduce systemic risk in over-the-counter (OTC) derivatives and credit default swap (CDS) markets, using BIS data.
EBA Report on SRT.pdf
EBA Report on significant risk transfer (SRT) in securitisation transactions
esas_2020_20_-_final_report_-_bilateral_margin_amendments_intragroup_equity_options_and_novations.pdf
ESAs Report on EMIR RTS on various amendments to the bilateral margin requirements in view of the international framework as well as on novations from UK to EU counterparties
3.2 Libra or Librae - Basked based stablecoins to mitigate foreign exchange volatility spillovers - ver 2.pdf
EBA-linked research paper analysing basket-based stablecoins (Librae) vs single-currency stablecoins (Libra) to reduce foreign exchange volatility spillovers, focusing on optimal currency weights, remittance markets, and resilience during shocks like COVID-19.
Session 3.2 - presentation - Thomas Leach - Libra or Librae.pdf
EBA Policy Research Workshop presentation analysing basket-based stablecoins like Libra, their role in mitigating foreign exchange spillovers, risks to financial stability, and implications for monetary policy and digital payment innovation.
Session 2.1 - presentation - Andre Leal - Securities Lending.pdf
Presentation by Banco de Portugal at the 2020 EBA Policy Research Workshop on blockchain-based securities lending (Seclending Chain), covering trust mechanisms, experimentation, and achievements in distributed ledger technology.
Thematic note on moratoria and guarantees_Statistical_Annex_final.xlsx
Statistical Annex
Thematic note on moratoria and public guarantees.pdf
Thematic note on moratoria and public guarantees
Session 3 - KN speech - Markus - Money in digital age.pdf
European Banking Authority keynote speech exploring digital money trends, including CBDCs, private digital currencies, and their impact on monetary policy, seigniorage, and financial sovereignty in the digital age.
Session 0 - KN speech - Carolyn.pdf
Speech by Basel Committee Secretary General Carolyn Rogers at the 2020 EBA Policy Research Workshop on the role of research in shaping Basel frameworks, including Basel III reforms, macroprudential policies, and lessons from internal models, while highlighting future research priorities for banking regulation.
3.1 Digital Currencies in Financial Networks ver 3.pdf
EBA analysis on digital currencies (CBDC and stablecoins) in financial networks – examines balance sheet impacts, funding risks, and network stability effects from deposit shifts, assessing systemic consequences for banks, households, and non-financial sectors under varying designs and timing.
4.1 Neobanks seeking profitability.pdf
EBA study analysing neobanks' profitability challenges, covering digitalisation, fintech innovation, and business models in the EU banking sector, with insights from ACPR's research on remote identity verification and digital platforms.
4.3 The Importance of Technology in Banking during a Crisis.pdf
EBA-supported study analysing how pre-crisis IT adoption in US banks reduced non-performing loans by 10% during the 2007–2010 financial crisis, highlighting technology’s role in enhancing financial stability and loan performance.
1.1 The geography of mortgage lending in times of FINTECH ver 2.pdf
Study analyzing how FinTech platforms influence mortgage lending by banks, focusing on competition, diversification, and automation in Switzerland. Examines banks' online pricing strategies, regional risk factors, and the impact of market concentration on credit offers between 2008 and 2013.